Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1,279.0 |
1,272.5 |
-6.5 |
-0.5% |
1,253.0 |
High |
1,285.2 |
1,273.5 |
-11.7 |
-0.9% |
1,278.4 |
Low |
1,272.4 |
1,259.6 |
-12.8 |
-1.0% |
1,252.8 |
Close |
1,276.1 |
1,272.7 |
-3.4 |
-0.3% |
1,274.9 |
Range |
12.8 |
13.9 |
1.1 |
8.6% |
25.6 |
ATR |
11.8 |
12.2 |
0.3 |
2.8% |
0.0 |
Volume |
1,260 |
1,027 |
-233 |
-18.5% |
16,656 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.3 |
1,305.4 |
1,280.3 |
|
R3 |
1,296.4 |
1,291.5 |
1,276.5 |
|
R2 |
1,282.5 |
1,282.5 |
1,275.2 |
|
R1 |
1,277.6 |
1,277.6 |
1,274.0 |
1,280.1 |
PP |
1,268.6 |
1,268.6 |
1,268.6 |
1,269.8 |
S1 |
1,263.7 |
1,263.7 |
1,271.4 |
1,266.2 |
S2 |
1,254.7 |
1,254.7 |
1,270.2 |
|
S3 |
1,240.8 |
1,249.8 |
1,268.9 |
|
S4 |
1,226.9 |
1,235.9 |
1,265.1 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.5 |
1,335.8 |
1,289.0 |
|
R3 |
1,319.9 |
1,310.2 |
1,281.9 |
|
R2 |
1,294.3 |
1,294.3 |
1,279.6 |
|
R1 |
1,284.6 |
1,284.6 |
1,277.2 |
1,289.5 |
PP |
1,268.7 |
1,268.7 |
1,268.7 |
1,271.1 |
S1 |
1,259.0 |
1,259.0 |
1,272.6 |
1,263.9 |
S2 |
1,243.1 |
1,243.1 |
1,270.2 |
|
S3 |
1,217.5 |
1,233.4 |
1,267.9 |
|
S4 |
1,191.9 |
1,207.8 |
1,260.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.2 |
1,259.6 |
25.6 |
2.0% |
10.6 |
0.8% |
51% |
False |
True |
3,051 |
10 |
1,285.2 |
1,242.0 |
43.2 |
3.4% |
10.5 |
0.8% |
71% |
False |
False |
2,219 |
20 |
1,304.0 |
1,241.7 |
62.3 |
4.9% |
11.5 |
0.9% |
50% |
False |
False |
2,834 |
40 |
1,315.9 |
1,241.7 |
74.2 |
5.8% |
13.1 |
1.0% |
42% |
False |
False |
2,463 |
60 |
1,333.8 |
1,241.7 |
92.1 |
7.2% |
13.6 |
1.1% |
34% |
False |
False |
2,204 |
80 |
1,390.8 |
1,241.7 |
149.1 |
11.7% |
14.3 |
1.1% |
21% |
False |
False |
2,002 |
100 |
1,390.8 |
1,241.0 |
149.8 |
11.8% |
14.3 |
1.1% |
21% |
False |
False |
1,786 |
120 |
1,390.8 |
1,185.0 |
205.8 |
16.2% |
14.4 |
1.1% |
43% |
False |
False |
1,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.6 |
2.618 |
1,309.9 |
1.618 |
1,296.0 |
1.000 |
1,287.4 |
0.618 |
1,282.1 |
HIGH |
1,273.5 |
0.618 |
1,268.2 |
0.500 |
1,266.6 |
0.382 |
1,264.9 |
LOW |
1,259.6 |
0.618 |
1,251.0 |
1.000 |
1,245.7 |
1.618 |
1,237.1 |
2.618 |
1,223.2 |
4.250 |
1,200.5 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1,270.7 |
1,272.6 |
PP |
1,268.6 |
1,272.5 |
S1 |
1,266.6 |
1,272.4 |
|